| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -4349224.408 | -7406.9223 | -4341817.4856 | -43310037.5289 | 17415505.4875 | -60725543.0164 |
| Total P&L (%) | -4349.2244 | -7.4069 | -4341.8175 | -43310.0375 | 17415.5055 | -60725.543 |
| Avg Daily Profit (%) | -2.0876 | -0.0036 | -2.0841 | 0 | 0.2483 | 0 |
| Buy And Hold Return (%) | 512.5 | 512.5 | 512.5 | 512.5 | 512.5 | 512.5 |
| Max Trade Drawdown | -4422312 | -23182 | -4434294 | -146204301 | -4755704 | -150797745 |
| Profit Factor | 0.1003 | 0.8565 | 0.0921 | 0.8025 | 3.1769 | 0.7126 |
| Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
| Winning Trades | 37 | 16 | 21 | 36 | 21 | 15 |
| Losing Trades | 28 | 17 | 11 | 29 | 12 | 17 |
| Profitability (%) | 56.9231 | 48.4848 | 65.625 | 55.3846 | 63.6364 | 46.875 |
| Ratio Avg Win / Avg Loss | 0.0759 | 0.9101 | 0.0483 | 0.6465 | 1.8154 | 0.8076 |
| Largest Winning Trade | 58996 | 6362 | 58996 | 36959251 | 6257820 | 36959251 |
| Largest Losing Trade | -4098592 | -9805 | -4098592 | -96365616 | -3074011 | -96365616 |
| Avg Bars in Trades | 376 | 4 | 759 | 376 | 4 | 759 |
| Avg Bars in Winners | 353 | 4 | 618 | 399 | 5 | 951 |
| Avg Bars in Losers | 406 | 4 | 1027 | 347 | 3 | 589 |
| Bars Traded | 24444 | 146 | 24298 | 24444 | 146 | 24298 |
| Profit Streak | 0 | 0 | 136.8734 | 15.04 | 137.3734 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -715880 | -581114 | -578215 | -715493 | 644161 | -582025 |
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579204800000,
"first_datapoint_time": 1579608000000,
"last_datapoint_time": 1759269600000,
"evaluation_time": 1759273058128,
"expiration_time": 1765749600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 11,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 57,
"offset": 0
}
}
} {
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
-4349224.407953653,
-7406.9223350413,
-4341817.48561861,
-43310037.52891482,
17415505.487490993,
-60725543.016405776
],
[
-4349.224408,
-7.406922,
-4341.817486,
-43310.037529,
17415.505487,
-60725.543016
],
[
-2.087631,
-0.003555,
-2.084076,
0,
0.24826,
0
],
[
512.5,
512.5,
512.5,
512.5,
512.5,
512.5
],
[
-4422312,
-23182,
-4434294,
-146204301,
-4755704,
-150797745
],
[
0.100297,
0.856545,
0.092133,
0.802517,
3.176888,
0.712623
],
[
65,
33,
32,
65,
33,
32
],
[
37,
16,
21,
36,
21,
15
],
[
28,
17,
11,
29,
12,
17
],
[
56.923077,
48.484848,
65.625,
55.384615,
63.636364,
46.875
],
[
0.075901,
0.910079,
0.04826,
0.646472,
1.815365,
0.80764
],
[
58996,
6362,
58996,
36959251,
6257820,
36959251
],
[
-4098592,
-9805,
-4098592,
-96365616,
-3074011,
-96365616
],
[
376,
4,
759,
376,
4,
759
],
[
353,
4,
618,
399,
5,
951
],
[
406,
4,
1027,
347,
3,
589
],
[
24444,
146,
24298,
24444,
146,
24298
],
[
0,
0,
136.873358,
15.040025,
137.373358,
0
],
[
0,
0,
1,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-715880,
-581114,
-578215,
-715493,
644161,
-582025
]
]
}
{
"trading_pair": "THETA_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579204800000,
"first_datapoint_time": 1579608000000,
"last_datapoint_time": 1759269600000,
"evaluation_time": 1759273058128,
"expiration_time": 1765749600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 11,
"offset": 0,
"scalar": 2
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 57,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|